An adaptive regime-switching regression model for hedge funds
Christina Erlwein and Marlene Müller
| Year of publication: |
2014
|
|---|---|
| Authors: | Erlwein, Christina ; Müller, Marlene |
| Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 25.2014, 2, p. 203-231
|
| Subject: | switching regression model | hedge funds | optimal parameter estimation | filtering | Hedgefonds | Hedge fund | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010347400